Peter Molnár : Citation Profile


Are you Peter Molnár?

Universitetet i Stavanger (99% share)
Vysoká Škola Ekonomická v Praze (1% share)

11

H index

11

i10 index

743

Citations

RESEARCH PRODUCTION:

44

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 74
   Journals where Peter Molnár has often published
   Relations with other researchers
   Recent citing documents: 324.    Total self citations: 27 (3.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1065
   Updated: 2021-10-16    RAS profile: 2021-09-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lyócsa, Štefan (14)

Roubaud, David (4)

Bouri, Elie (4)

Výrost, Tomᚠ(3)

Baumohl, Eduard (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter Molnár.

Is cited by:

Bouri, Elie (39)

GUPTA, RANGAN (32)

Roubaud, David (30)

lucey, brian (18)

Corbet, Shaen (14)

Fernandez Bariviera, Aurelio (12)

Krištoufek, Ladislav (11)

Tiwari, Aviral (11)

Shahzad, Syed Jawad Hussain (10)

Lyócsa, Štefan (10)

Fantazzini, Dean (10)

Cites to:

Bollerslev, Tim (81)

Andersen, Torben (61)

Diebold, Francis (51)

Hansen, Peter (30)

Patton, Andrew (30)

Lunde, Asger (25)

Bouri, Elie (24)

lucey, brian (22)

Roubaud, David (21)

GUPTA, RANGAN (20)

Corsi, Fulvio (16)

Main data


Where Peter Molnár has published?


Journals with more than one article published# docs
Finance Research Letters8
International Review of Financial Analysis4
Journal of International Financial Markets, Institutions and Money3
Journal of Economic Behavior & Organization3
Energy3
Economics Bulletin2
Journal of Banking & Finance2
Applied Economics2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Peter Molnár (2021 and 2020)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

Full description at Econpapers || Download paper

2020An approach to the use of cryptocurrencies in Romania using data mining technique. (2020). Nica, Ionu ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:5-20.

Full description at Econpapers || Download paper

2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

Full description at Econpapers || Download paper

2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

Full description at Econpapers || Download paper

2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

Full description at Econpapers || Download paper

2020An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

Full description at Econpapers || Download paper

2020One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720.

Full description at Econpapers || Download paper

2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

Full description at Econpapers || Download paper

2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

Full description at Econpapers || Download paper

2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

Full description at Econpapers || Download paper

2020Public Concern and the Financial Markets during the COVID-19 outbreak. (2020). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2005.06796.

Full description at Econpapers || Download paper

2020The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158.

Full description at Econpapers || Download paper

2020Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237.

Full description at Econpapers || Download paper

2020A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction. (2020). Wu, Weili ; Li, Xiao. In: Papers. RePEc:arx:papers:2008.09667.

Full description at Econpapers || Download paper

2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

Full description at Econpapers || Download paper

2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

Full description at Econpapers || Download paper

2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

Full description at Econpapers || Download paper

2021Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

Full description at Econpapers || Download paper

2021On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12334.

Full description at Econpapers || Download paper

2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

Full description at Econpapers || Download paper

2021Causal effect of regulated Bitcoin futures on volatility and volume. (2021). Mealli, Fabrizia ; Cipollini, Fabrizio ; Menchetti, Fiammetta. In: Papers. RePEc:arx:papers:2109.15052.

Full description at Econpapers || Download paper

2021Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments. (2021). Auer, Raphael ; Tercero-Lucas, David. In: BIS Working Papers. RePEc:bis:biswps:951.

Full description at Econpapers || Download paper

2021Does policy uncertainty of the blockchain dampen ICO markets?. (2021). Aerts, Walter ; Zheng, Jianming ; Zhang, Dunli. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1625-1637.

Full description at Econpapers || Download paper

2020Bitcoin—A hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231.

Full description at Econpapers || Download paper

2020Strategic business risk evaluation for sustainable energy investment and stakeholder engagement: A proposal for energy policy development in the Middle East through Khalifa funding and land subsidies. (2020). Awad, Einas ; Sisodia, Gyanendra Singh ; Sergi, Bruno S ; Alkhoja, Heba. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2789-2802.

Full description at Econpapers || Download paper

2020Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

Full description at Econpapers || Download paper

2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132.

Full description at Econpapers || Download paper

2020Applying Blockchain to the Australian Carbon Market. (2020). Thomas, Sebastian ; Hartmann, Sam. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:133-151.

Full description at Econpapers || Download paper

2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

Full description at Econpapers || Download paper

2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

Full description at Econpapers || Download paper

2021Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments. (2021). Tercero-Lucas, David ; Auer, Raphael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9287.

Full description at Econpapers || Download paper

2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

Full description at Econpapers || Download paper

2021Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030.

Full description at Econpapers || Download paper

2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

Full description at Econpapers || Download paper

2021Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425.

Full description at Econpapers || Download paper

2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

Full description at Econpapers || Download paper

2020Crypto-currencies Trading and Energy Consumption. (2020). Nguyen, Canh ; Hui, Felicia Chong ; Schinckus, Christophe. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-45.

Full description at Econpapers || Download paper

2021The Effect of the COVID-19 Pandemic on Stock Prices with the Event Window Approach: A Case Study of State Gas Companies, in the Energy Sector. (2021). , Supriyanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-19.

Full description at Econpapers || Download paper

2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

Full description at Econpapers || Download paper

2021The energy-water nexus of China’s interprovincial and seasonal electric power transmission. (2021). Scherer, Laura ; Tukker, Arnold ; Behrens, Paul ; Jin, YI. In: Applied Energy. RePEc:eee:appene:v:286:y:2021:i:c:s0306261921000544.

Full description at Econpapers || Download paper

2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

Full description at Econpapers || Download paper

2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

Full description at Econpapers || Download paper

2021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828.

Full description at Econpapers || Download paper

2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

Full description at Econpapers || Download paper

2021Retail investor risk-seeking, attention, and the January effect. (2021). Wang, Jinai ; Schmidt, Adam ; Chen, Zhongdong. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

Full description at Econpapers || Download paper

2020Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605.

Full description at Econpapers || Download paper

2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

Full description at Econpapers || Download paper

2020Safe marginal time of crude oil price via escape problem of econophysics. (2020). Leng, NA ; Li, Jiang-Cheng ; Peng, Jia-Sheng ; Wei, YU ; Zhong, Guang-Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030059x.

Full description at Econpapers || Download paper

2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

Full description at Econpapers || Download paper

2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

Full description at Econpapers || Download paper

2021Impacts of asymmetry on forecasting realized volatility in Japanese stock markets. (2021). Ota, Yasushi ; Maki, Daiki. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100122x.

Full description at Econpapers || Download paper

2020Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217.

Full description at Econpapers || Download paper

2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

Full description at Econpapers || Download paper

2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

Full description at Econpapers || Download paper

2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

Full description at Econpapers || Download paper

2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

Full description at Econpapers || Download paper

2021BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907.

Full description at Econpapers || Download paper

2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

Full description at Econpapers || Download paper

2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

Full description at Econpapers || Download paper

2021Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects. (2021). Lee, Kiseop ; Seong, Byeongchan. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:290-301.

Full description at Econpapers || Download paper

2021Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). ben Ameur, Hachmi ; Ftiti, Zied ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

Full description at Econpapers || Download paper

2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

Full description at Econpapers || Download paper

2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

Full description at Econpapers || Download paper

2021Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x.

Full description at Econpapers || Download paper

2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

Full description at Econpapers || Download paper

2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

Full description at Econpapers || Download paper

2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

Full description at Econpapers || Download paper

2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

Full description at Econpapers || Download paper

2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

Full description at Econpapers || Download paper

2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

Full description at Econpapers || Download paper

2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

Full description at Econpapers || Download paper

2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Yoon, Jiho ; Sheu, Chwen ; Hsu, Shu-Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

Full description at Econpapers || Download paper

2020Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647.

Full description at Econpapers || Download paper

2020Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203.

Full description at Econpapers || Download paper

2020Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules. (2020). Biakowski, Jdrzej. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304227.

Full description at Econpapers || Download paper

2020Does Bitcoin add value to global industry portfolios?. (2020). Elsayed, Ahmed H ; Damianov, Damian S. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304768.

Full description at Econpapers || Download paper

2021Retaliation in Bitcoin networks. (2021). Hansen, Henri ; Kanniainen, Juho ; Lepomaki, Laura. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521000999.

Full description at Econpapers || Download paper

2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

Full description at Econpapers || Download paper

2021Bitcoin: Bubble that bursts or Gold that glitters?. (2021). Morone, Andrea ; Caferra, Rocco ; Tedeschi, Gabriele. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002196.

Full description at Econpapers || Download paper

2020The economic value of VIX ETPs. (2020). Christiansen, Charlotte ; Posselt, Anders M ; Christensen, Kim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:121-138.

Full description at Econpapers || Download paper

2021Tracking performance of VIX futures ETPs. (2021). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:103-117.

Full description at Econpapers || Download paper

2021Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

Full description at Econpapers || Download paper

2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

Full description at Econpapers || Download paper

2021What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

Full description at Econpapers || Download paper

2020Optimization of dynamic incentive for the deployment of carbon dioxide removal technology: A nonlinear dynamic approach combined with real options. (2020). Fan, Ying ; Yao, Xing ; Zhang, Xian ; Zhu, Lei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304402.

Full description at Econpapers || Download paper

2020Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments. (2020). Ronn, Ehud I ; Liu, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300311.

Full description at Econpapers || Download paper

2020Valuing investment decisions of renewable energy projects considering changing volatility. (2020). Zhou, Dequn ; Wang, Qunwei ; Liu, Liyun ; Zhang, Mingming. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302942.

Full description at Econpapers || Download paper

2021Capturing the power options smile by an additive two-factor model for overlapping futures prices. (2021). Vargiolu, Tiziano ; Schmeck, Maren Diane ; Piccirilli, Marco. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303467.

Full description at Econpapers || Download paper

2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

Full description at Econpapers || Download paper

2021Green capacity investment under subsidy withdrawal risk. (2021). Kort, Peter ; Hagspiel, Verena. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s014098832100164x.

Full description at Econpapers || Download paper

2020Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261.

Full description at Econpapers || Download paper

2020A simple-to-implement real options method for the energy sector. (2020). Lotti, Giovanni ; Mancini, Mauro ; Locatelli, Giorgio. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303339.

Full description at Econpapers || Download paper

2020Electricity load dynamics, temperature and seasonality Nexus in Algeria. (2020). Benhassine, Wassim ; Belarbi, Yacine ; Chabouni, Naima. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306204.

Full description at Econpapers || Download paper

2021Valuing the option to prototype: A case study with Generation Integrated Energy Storage. (2021). Locatelli, Giorgio ; Lai, Chun Sing. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220323975.

Full description at Econpapers || Download paper

2021Cooperation risk of oil and gas resources between China and the countries along the Belt and Road. (2021). Li, Deqiang ; Zhao, Laijun ; Sun, Wenjun ; Wang, Chenchen ; Xue, Jian ; Guo, Xiaopeng. In: Energy. RePEc:eee:energy:v:227:y:2021:i:c:s0360544221006940.

Full description at Econpapers || Download paper

2020More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; McGroarty, Frank ; Ibikunle, Gbenga. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919306301.

Full description at Econpapers || Download paper

2020News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x.

Full description at Econpapers || Download paper

2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

Full description at Econpapers || Download paper

2020Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708.

Full description at Econpapers || Download paper

2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

Full description at Econpapers || Download paper

2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Peter Molnár:


YearTitleTypeCited
2013Tax†adjusted Discount Rates: a General Formula under Constant Leverage Ratios In: European Financial Management.
[Full Text][Citation analysis]
article0
2011Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper1
2011Tax-Adjusted Discount Rates: A General Formula under Constant Leverage Ratios.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Uniform price auctions with profit maximizing seller In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2015Characteristics of Norwegian Rights Issues In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2021Residual electricity demand: An empirical investigation In: Applied Energy.
[Full Text][Citation analysis]
article0
2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article2
2016Electricity consumption modelling: A case of Germany In: Economic Modelling.
[Full Text][Citation analysis]
article16
2019Asymmetric volatility in equity markets around the world In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article9
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article3
2015A comparison of implied and realized volatility in the Nordic power forward market In: Energy Economics.
[Full Text][Citation analysis]
article9
2016Green electricity investment timing in practice: Real options or net present value? In: Energy.
[Full Text][Citation analysis]
article25
2018Determinants of oil and gas investments on the Norwegian Continental Shelf In: Energy.
[Full Text][Citation analysis]
article3
2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds In: Energy.
[Full Text][Citation analysis]
article0
2012Properties of range-based volatility estimators In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article3
2015The use of real option theory in Scandinavias largest companies In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2016Google searches and stock returns In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article46
2016Implied volatility index for the Norwegian equity market In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? In: Finance Research Letters.
[Full Text][Citation analysis]
article271
2017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 271
paper
2017The effect of non-trading days on volatility forecasts in equity markets In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2018Oil market volatility and stock market volatility In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2018Bayesian change point analysis of Bitcoin returns In: Finance Research Letters.
[Full Text][Citation analysis]
article32
2019Google searches and stock market activity: Evidence from Norway In: Finance Research Letters.
[Full Text][Citation analysis]
article18
2019What can explain the price, volatility and trading volume of Bitcoin? In: Finance Research Letters.
[Full Text][Citation analysis]
article27
2020Stock market oscillations during the corona crash: The role of fear and uncertainty In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2020Fear of the coronavirus and the stock markets In: Finance Research Letters.
[Full Text][Citation analysis]
article4
2020Fear of the coronavirus and the stock markets.(2020) In: EconStor Preprints.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Price discovery on Bitcoin exchanges In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article102
2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article12
2019Central bank announcements and realized volatility of stock markets in G7 countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2021Stock market volatility forecasting: Do we need high-frequency data? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2014Forecasting volatility of the U.S. oil market In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article56
2015What daily data can tell us about mutual funds: Evidence from Norway In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2019Do political risks harm development of oil fields? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article2
2020Understanding risk of bubbles in cryptocurrencies In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2020Can policy and financial risk predict stock markets? In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article2
2020Determinants of the Forward Premium in the Nord Pool Electricity Market In: Energies.
[Full Text][Citation analysis]
article0
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? In: Post-Print.
[Citation analysis]
paper65
2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?.(2017) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
article
2018The Forward Premium in the Nord Pool Power Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
2014SEO cost differences between Europe and the US In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2016High-low range in GARCH models of stock return volatility In: Applied Economics.
[Full Text][Citation analysis]
article0
2021Economic policies and their effects on financial market In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2016Volatility forecasting of strategically linked commodity ETFs: gold-silver In: Quantitative Finance.
[Full Text][Citation analysis]
article2
2019Impact of wind and solar production on electricity prices: Quantile regression approach In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
article0
2017VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy In: Journal of Futures Markets.
[Full Text][Citation analysis]
article6
2019Long‐term dynamics of the VIX index and its tradable counterpart VXX In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team